摘要
基于国际石油市场的复杂性,本文不仅考虑油价时间序列自身的发展规律,而且在模型中加入油价的主要影响因素,采用小波分析与多元回归相结合的方法建立原油价格预测模型。并且对WTI(西德克萨斯轻质)原油月度价格进行了实证分析,验证了该方法的可行性和有效性。
Based on the complexity of international oil market,not only considering the self-developing laws of the time series of oil price,but also adding major factors that influence oil price to the model,this article adopts the prediction method combining wavelet analysis and multiple regression.And the calculation example of the monthly price of West Texas intermediate crude oil verifies the feasibility and effectiveness of the proposed method.
基金
教育部新世纪人才支持计划(NCET-07-0958)
关键词
小波分析
多元回归
油价预测
Wavelet analysis
Multiple regression
Prediction of oil price
